+3,310.4%
V vs SPGI
+1,754.6%
+1,555.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.5% |
| 7D | +2.2% | +0.3% | +1.9% | +2.1% |
| 30D | +13.6% | +18.4% | -4.8% | +4.4% |
| 3M | +14.3% | +15.7% | -1.4% | +5.9% |
| 6M | +33.1% | +17.3% | +15.8% | +21.9% |
| YTD | +21.2% | -4.7% | +26.0% | +21.8% |
| 1Y | +26.4% | +1.8% | +24.6% | +22.7% |
| 3Y | +77.6% | +31.7% | +45.9% | +49.5% |
| 5Y | +102.6% | +12.1% | +90.5% | +82.1% |
| 10Y | +464.4% | +341.9% | +122.5% | +156.3% |
| All | +3,310.4% | +1,754.6% | +1,555.8% | +597.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling